+70.1%
TXN vs SYK
-4.6%
+74.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | +2.0% | -12.3% | +14.3% | +5.2% |
| 30D | -8.0% | -22.4% | +14.5% | -2.1% |
| 3M | -7.8% | -12.3% | +4.6% | -7.0% |
| 6M | +32.4% | -24.3% | +56.7% | +43.3% |
| YTD | +51.7% | -22.8% | +74.5% | +62.3% |
| 1Y | +44.3% | -28.8% | +73.1% | +60.5% |
| All | +70.1% | -4.6% | +74.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SYK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling